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Strategies & Market Trends : Waiting for the big Kahuna -- Ignore unavailable to you. Want to Upgrade?


To: William H Huebl who wrote (65176)8/3/2003 10:50:50 PM
From: Lucretius  Read Replies (1) | Respond to of 94695
 
a little thing called math

cftc.gov

DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
COMMITMENTS OF TRADERS IN ALL FUTURES COMBINED AND INDICATED FUTURES, July 29, 2003
---------------------------------------------------------------------------------------------------
: TOTAL : REPORTABLE POSITIONS :
F :--------------------------------------------------------------------------: NONREPORTABLE
U : : NON-COMMERCIAL : : : POSITIONS
T : :--------------------------------: : :
U : OPEN : LONG OR SHORT: LONG AND SHORT: COMMERCIAL : TOTAL :
R : INTEREST: ONLY : (SPREADING) : : :
E : :----------------------------------------------------------------------------------
S : : LONG : SHORT: LONG : SHORT: LONG : SHORT: LONG : SHORT: LONG : SHORT
---------------------------------------------------------------------------------------------------
: :($10 X DJIA INDEX) :
: : :
ALL : 41,669: 9,894 18,161 2,335 2,335 23,696 9,572 35,925 30,068: 5,744 11,601
OLD : 41,669: 9,894 18,161 2,335 2,335 23,696 9,572 35,925 30,068: 5,744 11,601
OTHER : 0: 0 0 0 0 0 0 0 0: 0 0
: : :
: : CHANGES IN COMMITMENTS FROM July 22, 2003 :
ALL : 3,589: 1,168 201 1,289 1,289 1,498 1,396 3,955 2,886: -366 703
: : :
: :PERCENT OF OPEN INTEREST REPRESENTED BY EACH CATEGORY OF TRADERS:
ALL : 100.0% : 23.7 43.6 5.6 5.6 56.9 23.0 86.2 72.2: 13.8 27.8
OLD : 100.0% : 23.7 43.6 5.6 5.6 56.9 23.0 86.2 72.2: 13.8 27.8
OTHER : 100.0% : 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
:---------: :
:NUMBER OF: :
:TRADERS : NUMBER OF TRADERS IN EACH CATEGORY :
:---------: :
ALL : 111 : 35 35 11 11 27 24 67 65:
OLD : 111 : 35 35 11 11 27 24 67 65:
OTHER : 0 : 0 0 0 0 0 0 0 0:
:--------------------------------------------------------------------------------------------
: CONCENTRATION RATIOS
: PERCENT OF OPEN INTEREST HELD BY THE INDICATED NUMBER OF LARGEST TRADERS
:--------------------------------------------------------------------------------------------
: BY GROSS POSITION : BY NET POSITION
:--------------------------------------------------------------------------------------------
: 4 OR LESS TRADERS : 8 OR LESS TRADERS : 4 OR LESS TRADERS : 8 OR LESS TRADERS
:--------------------------------------------------------------------------------------------
: LONG : SHORT : LONG : SHORT : LONG : SHORT : LONG : SHORT
:--------------------------------------------------------------------------------------------
ALL : 38.3 33.9 50.3 43.4 36.6 33.5 46.8 40.7
OLD : 38.3 33.9 50.3 43.4 36.6 33.5 46.8 40.7
OTHER : 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
---------------------------------------------------------------------------------------------